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Managing Concentration Risk: A Community Bank Perspective Submitted by TheSecretariat on Wed, 29/07/2015 - 13:30 Community banks are almost by definition less diversified than their larger brethren. The geographic dimension overlaid on any industry can be …

Concentration Risk Measures and De-concentration Optimization Submitted by TheSecretariat on Wed, 29/07/2015 - 13:30 ? Risk measures ? Concentration risk measures (CRM) ? Capital and PML allocation Risk Optimisation Concentration Risk Catastrophe Risk PML …

Bits guide to concentration risk in outsourcing relationships Submitted by TheSecretariat on Wed, 29/07/2015 - 13:30 Concentration risk is a commonly recognized problem in the financial arena, but its presence is less commonly discussed in operational …

Correspondent Concentration Risks Submitted by TheSecretariat on Wed, 29/07/2015 - 13:30 This guidance applies to all banks and their subsidiaries, bank holding companies and their nonbank subsidiaries, savings associations and their subsidiaries, and …

Principles for the management of concentration risk Submitted by TheSecretariat on Wed, 29/07/2015 - 13:30 Guidance for Credit Institutions Regulation Risk Management Tools and Techniques Concentration Risk Credit Institutions MFSA Fri, 01/01/2010 - 12:00 …

Single-name concentration risk in credit portfolios: a comparison of concentration indices Submitted by TheSecretariat on Wed, 29/07/2015 - 13:30 For assessing the effect of undiversified idiosyncratic risk, Basel II has established that banks should …

Analyzing Concentration Risk Submitted by TheSecretariat on Wed, 29/07/2015 - 13:30 Concentration risks, particularly concentrations in credit risk, have played a key role in the financial instability of the banking sector in 2008. This paper examines …

Methods for Estimating Premium Risk for Solvency Purposes Submitted by TheSecretariat on Wed, 29/07/2015 - 13:30 In regards of the solvency perspective of premium risk, a lot of different methods exist aimed to give a correct view on the capital needed to …

Modeling Parameter Risk in Premium Risk in Multi-Year Internal Models Submitted by TheSecretariat on Wed, 29/07/2015 - 13:30 The purpose of this paper is to illustrate the importance of modeling parameter risk in premium risk, especially when data are …

The one-year non-life insurance risk Submitted by TheSecretariat on Wed, 29/07/2015 - 13:30 With few exceptions, the literature on non-life insurance reserve risk has been devoted to the ultimo risk, the risk in the full runoff of the liabilities. This is …

Risk-Based Capital (RBC) Premium Risk Charges Improvements to Current Calibration Method Submitted by TheSecretariat on Wed, 29/07/2015 - 13:30 The purpose of this paper is to describe the results of research on methods to improve the Current Calibration …

One-year reserve risk including a tail factor:closed formula and bootstrap approaches Submitted by TheSecretariat on Wed, 29/07/2015 - 13:30 In this paper, we detail the main simulation methods used in practice to measure one-year reserve risk, and …